For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.
2012.674301
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Boundary behaviour of the Volterra square-root process
For regular Volterra kernels the square-root process obeys a time-dependent Feller condition and stays positive; for rough regularly-varying kernels it hits zero with positive probability and carries an atom at the boundary.